-6.2%
TRU vs JAAA
+29.3%
-35.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.5% | +0.1% | -6.6% | -6.8% |
| 30D | -2.5% | +0.5% | -2.9% | -3.9% |
| 3M | +10.4% | +1.2% | +9.1% | +6.2% |
| 6M | +1.6% | +2.7% | -1.1% | -6.4% |
| YTD | -9.7% | +3.2% | -12.9% | -18.1% |
| 1Y | -17.3% | +4.8% | -22.1% | -28.3% |
| 3Y | -1.8% | +19.0% | -20.8% | -28.9% |
| 5Y | -36.2% | +26.8% | -63.0% | -58.2% |
| All | -6.2% | +29.3% | -35.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling